Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 726 CHF | 57 476 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 632 CHF | 59 382 CHF | 99,89% | 99,89% |
18/11/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 547 CHF | 55 297 CHF | 99,92% | 99,92% |
15/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 217 CHF | 52 967 CHF | 100,00% | 100,00% |
14/11/2024 | 1,40% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 371 CHF | 54 121 CHF | 100,00% | 100,00% |
13/11/2024 | 1,26% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 931 CHF | 59 681 CHF | 100,00% | 100,00% |
12/11/2024 | 1,33% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 970 CHF | 56 720 CHF | 99,70% | 99,70% |
11/11/2024 | 1,55% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 97 660 | 97 660 | 62 363 CHF | 63 340 CHF | 99,85% | 99,85% |
08/11/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 98 960 | 98 960 | 62 869 CHF | 63 859 CHF | 100,00% | 100,00% |
07/11/2024 | 1,78% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 830 CHF | 56 830 CHF | 99,89% | 99,89% |